+1,872.1%
T vs RVTY
+2,416.7%
-544.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | +11.4% | +13.2% | -1.9% | +9.4% |
| 3M | +14.3% | +27.2% | -13.0% | +10.1% |
| 6M | -9.3% | +32.4% | -41.7% | -13.4% |
| YTD | +7.1% | +34.9% | -27.8% | +1.6% |
| 1Y | -9.1% | +52.4% | -61.5% | -15.6% |
| 3Y | +105.3% | +12.3% | +93.1% | +95.8% |
| 5Y | +66.8% | -30.8% | +97.6% | +69.0% |
| 10Y | +66.8% | +150.7% | -83.9% | +36.6% |
| All | +1,872.1% | +2,416.7% | -544.6% | +815.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling